CME Swiss Franc Future December 2023


Trading Metrics calculated at close of trading on 03-Feb-2023
Day Change Summary
Previous Current
02-Feb-2023 03-Feb-2023 Change Change % Previous Week
Open 1.1302 1.1230 -0.0072 -0.6% 1.1215
High 1.1302 1.1230 -0.0072 -0.6% 1.1375
Low 1.1302 1.1146 -0.0156 -1.4% 1.1146
Close 1.1302 1.1156 -0.0147 -1.3% 1.1156
Range 0.0000 0.0084 0.0084 0.0229
ATR 0.0000 0.0067 0.0067 0.0000
Volume 0 3 3 7
Daily Pivots for day following 03-Feb-2023
Classic Woodie Camarilla DeMark
R4 1.1429 1.1376 1.1202
R3 1.1345 1.1292 1.1179
R2 1.1261 1.1261 1.1171
R1 1.1208 1.1208 1.1163 1.1193
PP 1.1177 1.1177 1.1177 1.1169
S1 1.1124 1.1124 1.1148 1.1109
S2 1.1093 1.1093 1.1140
S3 1.1009 1.1040 1.1132
S4 1.0925 1.0956 1.1109
Weekly Pivots for week ending 03-Feb-2023
Classic Woodie Camarilla DeMark
R4 1.1913 1.1763 1.1281
R3 1.1684 1.1534 1.1218
R2 1.1455 1.1455 1.1197
R1 1.1305 1.1305 1.1176 1.1265
PP 1.1226 1.1226 1.1226 1.1206
S1 1.1076 1.1076 1.1135 1.1036
S2 1.0997 1.0997 1.1114
S3 1.0768 1.0847 1.1093
S4 1.0539 1.0618 1.1030
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1375 1.1146 0.0229 2.1% 0.0055 0.5% 4% False True 1
10 1.1375 1.1146 0.0229 2.1% 0.0036 0.3% 4% False True 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1587
2.618 1.1450
1.618 1.1366
1.000 1.1314
0.618 1.1282
HIGH 1.1230
0.618 1.1198
0.500 1.1188
0.382 1.1178
LOW 1.1146
0.618 1.1094
1.000 1.1062
1.618 1.1010
2.618 1.0926
4.250 1.0789
Fisher Pivots for day following 03-Feb-2023
Pivot 1 day 3 day
R1 1.1188 1.1261
PP 1.1177 1.1226
S1 1.1166 1.1191

These figures are updated between 7pm and 10pm EST after a trading day.

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